Measuring Market Risk
eBook - PDF

Measuring Market Risk

  1. 394 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Measuring Market Risk

About this book

The most up-to-date resource on market risk methodologies

Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.

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Information

Publisher
Wiley
Year
2003
Print ISBN
9780471530305, 9780471521747
eBook ISBN
9780470855218
Edition
1
Topic
Business
Subtopic
Investments & Securities
Index
Business

Table of contents

  1. Measuring Market Risk

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Yes, you can access Measuring Market Risk by Kevin Dowd in PDF and/or ePUB format, as well as other popular books in Business & Investments & Securities. We have over one million books available in our catalogue for you to explore.